Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 23:59 (2024.01.01 - 2025.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
| Bars in test | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 673.97 | Gross profit | 1718.87 | Gross loss | -1044.90 |
| Profit factor | 1.65 | Expected payoff | 17.74 | ||
| Absolute drawdown | 141.89 | Maximal drawdown | 393.15 (28.27%) | Relative drawdown | 28.27% (393.15) |
| Total trades | 38 | Short positions (won %) | 24 (62.50%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 25 (65.79%) | Loss trades (% of total) | 13 (34.21%) | ||
| Largest | profit trade | 100.94 | loss trade | -135.24 | |
| Average | profit trade | 68.75 | loss trade | -80.38 | |
| Maximum | consecutive wins (profit in money) | 6 (468.99) | consecutive losses (loss in money) | 3 (-278.96) | |
| Maximal | consecutive profit (count of wins) | 468.99 (6) | consecutive loss (count of losses) | -278.96 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.01.04 08:00 | sell | 1 | 0.10 | 96.836 | 0.000 | 0.000 | ||
| 2 | 2024.01.04 08:00 | modify | 1 | 0.10 | 96.836 | 98.236 | 95.336 | ||
| 3 | 2024.02.16 20:00 | s/l | 1 | 0.10 | 98.236 | 98.236 | 95.336 | -135.24 | 864.76 |
| 4 | 2024.02.22 08:00 | sell | 2 | 0.10 | 98.928 | 0.000 | 0.000 | ||
| 5 | 2024.02.22 08:00 | modify | 2 | 0.10 | 98.928 | 100.328 | 97.428 | ||
| 6 | 2024.02.28 04:00 | sell | 3 | 0.10 | 98.174 | 0.000 | 0.000 | ||
| 7 | 2024.02.28 04:00 | modify | 3 | 0.10 | 98.174 | 98.703 | 97.428 | ||
| 8 | 2024.02.28 04:00 | modify | 2 | 0.10 | 98.928 | 98.703 | 97.428 | ||
| 9 | 2024.02.29 12:00 | t/p | 2 | 0.10 | 97.428 | 98.703 | 97.428 | 87.41 | 952.16 |
| 10 | 2024.02.29 12:00 | t/p | 3 | 0.10 | 97.428 | 98.703 | 97.428 | 43.99 | 996.15 |
| 11 | 2024.03.05 08:00 | buy | 4 | 0.10 | 97.567 | 0.000 | 0.000 | ||
| 12 | 2024.03.05 08:00 | modify | 4 | 0.10 | 97.567 | 96.167 | 99.067 | ||
| 13 | 2024.03.20 20:00 | t/p | 4 | 0.10 | 99.067 | 96.167 | 99.067 | 100.94 | 1097.10 |
| 14 | 2024.03.22 08:00 | buy | 5 | 0.10 | 98.685 | 0.000 | 0.000 | ||
| 15 | 2024.03.22 08:00 | modify | 5 | 0.10 | 98.685 | 97.285 | 100.185 | ||
| 16 | 2024.04.04 00:00 | buy | 6 | 0.10 | 99.591 | 0.000 | 0.000 | ||
| 17 | 2024.04.04 00:00 | modify | 6 | 0.10 | 99.591 | 99.210 | 100.185 | ||
| 18 | 2024.04.04 00:00 | modify | 5 | 0.10 | 98.685 | 99.210 | 100.185 | ||
| 19 | 2024.04.04 12:00 | t/p | 5 | 0.10 | 100.185 | 99.210 | 100.185 | 100.15 | 1197.25 |
| 20 | 2024.04.04 12:00 | t/p | 6 | 0.10 | 100.185 | 99.210 | 100.185 | 37.62 | 1234.87 |
| 21 | 2024.04.09 08:00 | sell | 7 | 0.10 | 100.330 | 0.000 | 0.000 | ||
| 22 | 2024.04.09 08:00 | modify | 7 | 0.10 | 100.330 | 101.730 | 98.830 | ||
| 23 | 2024.04.10 16:00 | sell | 8 | 0.10 | 99.499 | 0.000 | 0.000 | ||
| 24 | 2024.04.10 16:00 | modify | 8 | 0.10 | 99.499 | 99.880 | 98.830 | ||
| 25 | 2024.04.10 16:00 | modify | 7 | 0.10 | 100.330 | 99.880 | 98.830 | ||
| 26 | 2024.04.11 08:00 | s/l | 7 | 0.10 | 99.880 | 99.880 | 98.830 | 24.17 | 1259.03 |
| 27 | 2024.04.11 08:00 | s/l | 8 | 0.10 | 99.880 | 99.880 | 98.830 | -27.37 | 1231.66 |
| 28 | 2024.04.16 04:00 | buy | 9 | 0.10 | 99.093 | 0.000 | 0.000 | ||
| 29 | 2024.04.16 04:00 | modify | 9 | 0.10 | 99.093 | 97.693 | 100.593 | ||
| 30 | 2024.04.23 12:00 | buy | 10 | 0.10 | 99.935 | 0.000 | 0.000 | ||
| 31 | 2024.04.23 12:00 | modify | 10 | 0.10 | 99.935 | 99.543 | 100.593 | ||
| 32 | 2024.04.23 12:00 | modify | 9 | 0.10 | 99.093 | 99.543 | 100.593 | ||
| 33 | 2024.04.24 04:00 | t/p | 9 | 0.10 | 100.593 | 99.543 | 100.593 | 98.17 | 1329.83 |
| 34 | 2024.04.24 04:00 | t/p | 10 | 0.10 | 100.593 | 99.543 | 100.593 | 42.07 | 1371.90 |
| 35 | 2024.04.24 04:00 | sell | 11 | 0.10 | 100.859 | 0.000 | 0.000 | ||
| 36 | 2024.04.24 04:00 | modify | 11 | 0.10 | 100.859 | 102.259 | 99.359 | ||
| 37 | 2024.04.26 08:00 | s/l | 11 | 0.10 | 102.259 | 102.259 | 99.359 | -92.99 | 1278.90 |
| 38 | 2024.04.26 08:00 | sell | 12 | 0.10 | 102.527 | 0.000 | 0.000 | ||
| 39 | 2024.04.26 08:00 | modify | 12 | 0.10 | 102.527 | 103.927 | 101.027 | ||
| 40 | 2024.04.29 04:00 | s/l | 12 | 0.10 | 103.927 | 103.927 | 101.027 | -89.73 | 1189.17 |
| 41 | 2024.05.10 08:00 | sell | 13 | 0.10 | 102.924 | 0.000 | 0.000 | ||
| 42 | 2024.05.10 08:00 | modify | 13 | 0.10 | 102.924 | 104.324 | 101.424 | ||
| 43 | 2024.05.17 20:00 | s/l | 13 | 0.10 | 104.324 | 104.324 | 101.424 | -96.23 | 1092.93 |
| 44 | 2024.05.28 04:00 | sell | 14 | 0.10 | 104.525 | 0.000 | 0.000 | ||
| 45 | 2024.05.28 04:00 | modify | 14 | 0.10 | 104.525 | 105.925 | 103.025 | ||
| 46 | 2024.06.04 12:00 | t/p | 14 | 0.10 | 103.025 | 105.925 | 103.025 | 87.41 | 1180.34 |
| 47 | 2024.06.26 04:00 | sell | 15 | 0.10 | 106.641 | 0.000 | 0.000 | ||
| 48 | 2024.06.26 04:00 | modify | 15 | 0.10 | 106.641 | 108.041 | 105.141 | ||
| 49 | 2024.07.03 08:00 | s/l | 15 | 0.10 | 108.041 | 108.041 | 105.141 | -96.23 | 1084.11 |
| 50 | 2024.07.17 08:00 | buy | 16 | 0.10 | 105.815 | 0.000 | 0.000 | ||
| 51 | 2024.07.17 08:00 | modify | 16 | 0.10 | 105.815 | 104.415 | 107.315 | ||
| 52 | 2024.07.22 08:00 | s/l | 16 | 0.10 | 104.415 | 104.415 | 107.315 | -86.68 | 997.43 |
| 53 | 2024.07.30 08:00 | sell | 17 | 0.10 | 101.475 | 0.000 | 0.000 | ||
| 54 | 2024.07.30 08:00 | modify | 17 | 0.10 | 101.475 | 102.875 | 99.975 | ||
| 55 | 2024.07.31 00:00 | t/p | 17 | 0.10 | 99.975 | 102.875 | 99.975 | 93.90 | 1091.32 |
| 56 | 2024.08.07 04:00 | sell | 18 | 0.10 | 96.543 | 0.000 | 0.000 | ||
| 57 | 2024.08.07 04:00 | modify | 18 | 0.10 | 96.543 | 97.943 | 95.043 | ||
| 58 | 2024.08.08 00:00 | t/p | 18 | 0.10 | 95.043 | 97.943 | 95.043 | 91.73 | 1183.05 |
| 59 | 2024.08.16 08:00 | sell | 19 | 0.10 | 98.830 | 0.000 | 0.000 | ||
| 60 | 2024.08.16 08:00 | modify | 19 | 0.10 | 98.830 | 100.230 | 97.330 | ||
| 61 | 2024.08.19 04:00 | sell | 20 | 0.10 | 97.982 | 0.000 | 0.000 | ||
| 62 | 2024.08.19 04:00 | modify | 20 | 0.10 | 97.982 | 98.380 | 97.330 | ||
| 63 | 2024.08.19 04:00 | modify | 19 | 0.10 | 98.830 | 98.380 | 97.330 | ||
| 64 | 2024.08.19 08:00 | t/p | 19 | 0.10 | 97.330 | 98.380 | 97.330 | 93.90 | 1276.95 |
| 65 | 2024.08.19 08:00 | t/p | 20 | 0.10 | 97.330 | 98.380 | 97.330 | 41.28 | 1318.23 |
| 66 | 2024.08.26 08:00 | buy | 21 | 0.10 | 97.501 | 0.000 | 0.000 | ||
| 67 | 2024.08.26 08:00 | modify | 21 | 0.10 | 97.501 | 96.101 | 99.001 | ||
| 68 | 2024.08.27 04:00 | buy | 22 | 0.10 | 98.279 | 0.000 | 0.000 | ||
| 69 | 2024.08.27 04:00 | modify | 22 | 0.10 | 98.279 | 97.726 | 99.001 | ||
| 70 | 2024.08.27 04:00 | modify | 21 | 0.10 | 97.501 | 97.726 | 99.001 | ||
| 71 | 2024.08.27 16:00 | s/l | 21 | 0.10 | 97.726 | 97.726 | 99.001 | 14.65 | 1332.87 |
| 72 | 2024.08.27 16:00 | s/l | 22 | 0.10 | 97.726 | 97.726 | 99.001 | -35.02 | 1297.85 |
| 73 | 2024.09.06 08:00 | buy | 23 | 0.10 | 96.017 | 0.000 | 0.000 | ||
| 74 | 2024.09.06 08:00 | modify | 23 | 0.10 | 96.017 | 94.617 | 97.517 | ||
| 75 | 2024.09.10 20:00 | s/l | 23 | 0.10 | 94.617 | 94.617 | 97.517 | -87.87 | 1209.99 |
| 76 | 2024.09.11 04:00 | buy | 24 | 0.10 | 94.077 | 0.000 | 0.000 | ||
| 77 | 2024.09.11 04:00 | modify | 24 | 0.10 | 94.077 | 92.677 | 95.577 | ||
| 78 | 2024.09.12 08:00 | t/p | 24 | 0.10 | 95.577 | 92.677 | 95.577 | 96.18 | 1306.17 |
| 79 | 2024.09.19 04:00 | sell | 25 | 0.10 | 97.255 | 0.000 | 0.000 | ||
| 80 | 2024.09.19 04:00 | modify | 25 | 0.10 | 97.255 | 98.655 | 95.755 | ||
| 81 | 2024.09.23 08:00 | s/l | 25 | 0.10 | 98.655 | 98.655 | 95.755 | -90.82 | 1215.35 |
| 82 | 2024.09.25 08:00 | sell | 26 | 0.10 | 98.994 | 0.000 | 0.000 | ||
| 83 | 2024.09.25 08:00 | modify | 26 | 0.10 | 98.994 | 100.394 | 97.494 | ||
| 84 | 2024.09.27 08:00 | s/l | 26 | 0.10 | 100.394 | 100.394 | 97.494 | -92.98 | 1122.36 |
| 85 | 2024.10.01 04:00 | sell | 27 | 0.10 | 99.762 | 0.000 | 0.000 | ||
| 86 | 2024.10.01 04:00 | modify | 27 | 0.10 | 99.762 | 101.162 | 98.262 | ||
| 87 | 2024.10.01 16:00 | sell | 28 | 0.10 | 98.927 | 0.000 | 0.000 | ||
| 88 | 2024.10.01 16:00 | modify | 28 | 0.10 | 98.927 | 99.312 | 98.262 | ||
| 89 | 2024.10.01 16:00 | modify | 27 | 0.10 | 99.762 | 99.312 | 98.262 | ||
| 90 | 2024.10.02 04:00 | s/l | 27 | 0.10 | 99.312 | 99.312 | 98.262 | 27.42 | 1149.78 |
| 91 | 2024.10.02 04:00 | s/l | 28 | 0.10 | 99.312 | 99.312 | 98.262 | -25.46 | 1124.32 |
| 92 | 2024.10.15 08:00 | buy | 29 | 0.10 | 100.131 | 0.000 | 0.000 | ||
| 93 | 2024.10.15 08:00 | modify | 29 | 0.10 | 100.131 | 98.731 | 101.631 | ||
| 94 | 2024.10.22 04:00 | buy | 30 | 0.10 | 100.909 | 0.000 | 0.000 | ||
| 95 | 2024.10.22 04:00 | modify | 30 | 0.10 | 100.909 | 100.356 | 101.631 | ||
| 96 | 2024.10.22 04:00 | modify | 29 | 0.10 | 100.131 | 100.356 | 101.631 | ||
| 97 | 2024.10.23 08:00 | t/p | 29 | 0.10 | 101.631 | 100.356 | 101.631 | 98.16 | 1222.48 |
| 98 | 2024.10.23 08:00 | t/p | 30 | 0.10 | 101.631 | 100.356 | 101.631 | 46.12 | 1268.59 |
| 99 | 2024.10.29 04:00 | buy | 31 | 0.10 | 100.483 | 0.000 | 0.000 | ||
| 100 | 2024.10.29 04:00 | modify | 31 | 0.10 | 100.483 | 99.083 | 101.983 | ||
| 101 | 2024.11.07 04:00 | t/p | 31 | 0.10 | 101.983 | 99.083 | 101.983 | 99.35 | 1367.94 |
| 102 | 2024.11.07 04:00 | sell | 32 | 0.10 | 102.173 | 0.000 | 0.000 | ||
| 103 | 2024.11.07 04:00 | modify | 32 | 0.10 | 102.173 | 103.573 | 100.673 | ||
| 104 | 2024.11.08 16:00 | t/p | 32 | 0.10 | 100.673 | 103.573 | 100.673 | 93.90 | 1461.84 |
| 105 | 2024.11.20 08:00 | sell | 33 | 0.10 | 101.495 | 0.000 | 0.000 | ||
| 106 | 2024.11.20 08:00 | modify | 33 | 0.10 | 101.495 | 102.895 | 99.995 | ||
| 107 | 2024.11.21 12:00 | sell | 34 | 0.10 | 100.725 | 0.000 | 0.000 | ||
| 108 | 2024.11.21 12:00 | modify | 34 | 0.10 | 100.725 | 101.270 | 99.995 | ||
| 109 | 2024.11.21 12:00 | modify | 33 | 0.10 | 101.495 | 101.270 | 99.995 | ||
| 110 | 2024.11.26 00:00 | t/p | 33 | 0.10 | 99.995 | 101.270 | 99.995 | 88.49 | 1550.33 |
| 111 | 2024.11.26 00:00 | t/p | 34 | 0.10 | 99.995 | 101.270 | 99.995 | 42.98 | 1593.31 |
| 112 | 2024.11.29 04:00 | buy | 35 | 0.10 | 97.904 | 0.000 | 0.000 | ||
| 113 | 2024.11.29 04:00 | modify | 35 | 0.10 | 97.904 | 96.504 | 99.404 | ||
| 114 | 2024.12.02 20:00 | s/l | 35 | 0.10 | 96.504 | 96.504 | 99.404 | -88.26 | 1505.04 |
| 115 | 2024.12.12 04:00 | sell | 36 | 0.10 | 97.757 | 0.000 | 0.000 | ||
| 116 | 2024.12.12 04:00 | modify | 36 | 0.10 | 97.757 | 99.157 | 96.257 | ||
| 117 | 2024.12.18 08:00 | sell | 37 | 0.10 | 96.979 | 0.000 | 0.000 | ||
| 118 | 2024.12.18 08:00 | modify | 37 | 0.10 | 96.979 | 97.532 | 96.257 | ||
| 119 | 2024.12.18 08:00 | modify | 36 | 0.10 | 97.757 | 97.532 | 96.257 | ||
| 120 | 2024.12.19 00:00 | t/p | 36 | 0.10 | 96.257 | 97.532 | 96.257 | 87.41 | 1592.45 |
| 121 | 2024.12.19 00:00 | t/p | 37 | 0.10 | 96.257 | 97.532 | 96.257 | 42.47 | 1634.92 |
| 122 | 2024.12.26 04:00 | sell | 38 | 0.10 | 98.338 | 0.000 | 0.000 | ||
| 123 | 2024.12.26 04:00 | modify | 38 | 0.10 | 98.338 | 99.738 | 96.838 | ||
| 124 | 2024.12.31 23:59 | close at stop | 38 | 0.10 | 97.670 | 99.738 | 96.838 | 39.05 | 1673.97 |